R
Riccardo Rebonato
13 works on record
Works
The SABR/LIBOR market model
2009
Plight of the Fortune Tellers
2007
Modern pricing of interest-rate derivatives
2002
Volatility and Correlation
1999
Interest-rate option models
1996
Taking liberties
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset Allocation
Bond Pricing and Yield Curve Modeling
Coherent stress testing
Coherent stress testing
Plight of the Fortune Tellers - Why We Need to Manage Financial Risk Differently
Plight of the Fortune Tellers - Why We Need to Manage Financial Risk Differently
Portfolio Management under Stress
Portfolio Management under Stress
How to Think about Climate Change
How to Think about Climate Change